Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 24.977133 26.520801 28.165315 30.057225 32.185859 34.521483 37.298536
2025-12-07 22.489943 24.568390 26.901043 29.745949 33.169261 37.220981 42.484091
2025-12-14 20.497423 22.735612 25.320048 28.578211 32.658032 37.720024 44.691920
2025-12-21 19.559200 21.995843 24.883678 28.639490 33.527576 39.887502 49.206423
2025-12-28 18.919507 21.533378 24.703199 28.943349 34.663549 42.455334 54.612170
2026-01-04 17.995827 20.647392 23.913207 28.367254 34.530253 43.210185 57.415271
2026-01-11 17.644623 20.443610 23.957313 28.866939 35.884026 46.211193 64.261329
2026-01-18 17.231799 20.129201 23.825285 29.098158 36.851911 48.727682 70.828600
2026-01-25 16.598892 19.494501 23.227776 28.628556 36.726548 49.482078 74.337173
2026-02-01 16.006282 18.884437 22.628953 28.111435 36.472796 49.976003 77.426737
2026-02-08 15.248167 18.027173 21.657585 27.002268 35.217656 48.641048 76.489728
2026-02-15 15.011906 17.853193 21.609141 27.227481 36.064806 51.017826 84.048494
2026-02-22 14.578239 17.456626 21.314422 27.194787 36.704538 53.508253 93.811234
2026-03-01 14.088512 16.970745 20.880450 26.940104 36.988576 55.476785 103.596864
2026-03-08 13.424030 16.213076 20.016744 25.956493 35.919606 54.600413 105.207672
2026-03-15 13.121793 15.940547 19.830695 26.008323 36.643059 57.477237 119.727302
2026-03-22 12.902566 15.771199 19.780682 26.264415 37.750675 61.410662 141.268796
2026-03-29 12.495406 15.320379 19.293892 25.778556 37.436595 62.094905 151.293903
2026-04-05 12.359054 15.246606 19.360260 26.200046 38.877006 67.253133 187.946398
2026-04-12 12.172911 15.092674 19.296099 26.394769 39.897721 71.680695 230.794313
2026-04-19 11.852255 14.732698 18.901775 25.999082 39.683936 72.778117 255.348417
2026-04-26 11.539812 14.375071 18.497252 25.562409 39.343956 73.465128 279.607422
2026-05-03 11.121358 13.852202 17.821607 24.622416 37.879946 70.661334 267.689107